✦ LIBER ✦

The two-parameter Volterra multifractional process

✍ Scribed by Ibrahima Mendy

Book ID: 119373041
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 259 KB
Volume: 82
Category: Article
ISSN: 0167-7152
DOI: 10.1016/j.spl.2012.07.021

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Two-parameter stochastic Volterra equati

Two-parameter stochastic Volterra equations

✍ N. A. Kolodii 📂 Article 📅 2009 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 622 KB

Estimation of parameters of a multifract

Estimation of parameters of a multifractal process

✍ Fabrice Gamboa; Jean-Michel Loubes 📂 Article 📅 2007 🏛 CrossRef test prefix 🌐 English ⚖ 531 KB

Identifying the multifractional function

Identifying the multifractional function of a Gaussian process

✍ Albert Benassi; Serge Cohen; Jacques Istas 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 433 KB

Gaussian processes that are multifractional are studied in this paper. By multifractional processes we mean that they behave locally like a fractional Brownian motion, but the fractional index is no more a constant: it is a function. We introduce estimators of this multifractional function based on

Two-parameter harnesses and the Wiener p

Two-parameter harnesses and the Wiener process

✍ M. Dozzi 📂 Article 📅 1981 🏛 Springer 🌐 English ⚖ 335 KB

Filtrations for the two parameter jump p

Filtrations for the two parameter jump process

✍ Ata Al-Hussaini; Robert J. Elliott 📂 Article 📅 1985 🏛 Elsevier Science 🌐 English ⚖ 836 KB

On the boundedness of solutions of a non

On the boundedness of solutions of a nonlinear two-parameter Volterra system

✍ M. F. Horodnii; K.V. Lukash 📂 Article 📅 2011 🏛 Springer US 🌐 English ⚖ 143 KB